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- Title
INFERENTIAL PROCEDURES IN STABLE DISTRIBUTIONS FOR CLASS FREQUENCY DATA ON INCOMES.
- Authors
van Dijk, Herman K.; Kloek, Teun
- Abstract
This paper discusses inferential procedures for the family of stable distributions, when the data are tabulated in the form of interval frequencies. The estimation criteria used are minimum chi-square and multinomial maximum likelihood, in evaluating the theoretical probabilities corresponding to the intervals, use is made of the inversion theorem for characteristic functions. Chi-square tail probabilities for independent samples are pooled by means of the Kolmogorov statistic. As an illustration, the methods are applied to Dutch and Australian income data.
- Subjects
NETHERLANDS; AUSTRALIA; PROBABILITY theory; MATHEMATICAL statistics; STATISTICAL correlation; THEORY of distributions (Functional analysis); STATISTICS; MATHEMATICAL models; LINEAR statistical models; CHI-squared test; INFERENCE (Logic)
- Publication
Econometrica, 1980, Vol 48, Issue 5, p1139
- ISSN
0012-9682
- Publication type
Article
- DOI
10.2307/1912175